+5.8%
GAP vs HRB
+104.8%
-99.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -2.9% | -4.2% |
| 7D | -3.2% | -10.6% | +7.4% | -0.7% |
| 30D | -0.7% | -0.8% | +0.1% | -1.2% |
| 3M | -0.5% | +19.1% | -19.5% | -5.7% |
| 6M | -5.0% | +48.7% | -53.7% | -16.3% |
| YTD | -14.7% | +7.1% | -21.8% | -16.4% |
| 1Y | -8.6% | -8.3% | -0.3% | -6.0% |
| 3Y | +108.4% | +25.8% | +82.5% | +85.9% |
| 5Y | +5.8% | +111.1% | -105.3% | -18.2% |
| All | +5.8% | +104.8% | -99.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling